rebalanceAlongPath: Rebalance portfolio along given path

Description Usage Arguments Value

Description

Rebalance portfolio along given path

Usage

1
rebalanceAlongPath(portfolio, path, avgNum = 100)

Arguments

portfolio

portfolio object

path

vector of eurusd path rates

avgNum

number of samples in averaging distribution

Value

rebalanced portfolio object


solavrov/fxor documentation built on May 30, 2019, 3:12 p.m.